+144.6%
DAC vs SPY
+67.4%
+77.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -3.9% |
| 30D | -9.4% | -5.4% | -4.0% | -5.8% |
| 3M | +4.1% | -4.1% | +8.2% | +7.1% |
| 6M | +15.5% | +0.7% | +14.8% | +14.5% |
| YTD | +61.7% | +8.7% | +53.1% | +51.5% |
| 1Y | +64.8% | +10.9% | +53.9% | +52.0% |
| 3Y | +149.1% | +75.0% | +74.2% | +58.7% |
| All | +144.6% | +67.4% | +77.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling